Senior Research Platform Engineer

Role overview

Key responsibilities

• Maintain and extend simulation and backtesting systems that faithfully reflect live exchange behavior.
• Model matching engines and order queuing, including FIFO, pro-rata, hidden orders, and cancel/replace rules.
• Build pybind11 bindings so researchers can interact with the C++ simulator from Python.
• Develop Python scripts, data pipelines, and visualization tools for testing and analysis.
• Debug mismatches between simulation, research, and production and validate data flows.
• Build efficient indexing, access, and preprocessing pipelines for large NFS-stored datasets.
• Partner with researchers and traders to create reproducible experiments.
• Improve reliability and robustness across the research environment.

Requirements

• Strong C++ proficiency and experience with large, performance-critical systems.
• Experience with pybind11 or an equivalent Python-C++ integration framework.
• Solid Python skills for research pipelines, data analysis, and scripting.
• Prior experience with distributed simulation or backtesting frameworks in high-frequency trading.
• Deep understanding of matching engines, order books, queuing models, and special order types.
• Experience processing large datasets in distributed file systems.
• Strong debugging skills across Python and C++.
• Startup or small-team experience with high ownership.
• Familiarity with trading concepts such as PnL, risk, market data, and order types.
• Familiarity with SQL, Redis, and Kafka is a plus.

Locations

• The description lists Dubai, United Arab Emirates, and New York City, United States.

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